+104.2%
AMKR vs GEHC
+2.6%
+101.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.1% |
| 7D | +5.5% | -7.9% | +13.4% | +8.3% |
| 30D | -8.6% | -11.7% | +3.1% | -5.0% |
| 3M | -28.7% | +0.8% | -29.5% | -31.0% |
| 6M | +13.3% | -11.6% | +24.9% | +16.0% |
| YTD | +26.1% | -21.6% | +47.6% | +36.1% |
| 1Y | +101.2% | -15.3% | +116.5% | +109.3% |
| 3Y | +127.7% | -0.5% | +128.2% | +121.4% |
| All | +104.2% | +2.6% | +101.6% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GEHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling